I'm really sorry you had to experience that as a child. That would be horrible.
My grandma died when I was maybe 8 or 10? I was too young to understand what was really going on. My parents didn't speak about death, and I don't cope with death...in my mind people aren't "gone," they are still "here." I was at my Grandpa's bedside when he passed, but I still think he's "here."
I think some JWs have a strange response because we're told how to respond: to remember that the person is sleeping and we'll see them soon. If they are wordly, we can hope to see them again too.